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HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247)

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HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE
scientific article

    Statements

    title
    HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (English)
    0 references
    author
    Ostap Okhrin
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    Weining Wang
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    publication date
    20 November 2015
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62H05
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    62M05
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    zbMATH DE Number
    6512594
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    OpenAlex ID
    W3124424029
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